+49.2%
CRL vs BAM
+86.2%
-37.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +6.9% | +7.4% |
| 7D | -6.1% | +9.7% | -15.8% | -10.6% |
| 30D | +12.4% | +19.0% | -6.6% | +2.8% |
| 3M | +27.1% | +0.6% | +26.6% | +25.9% |
| 6M | +85.7% | +11.1% | +74.6% | +73.8% |
| YTD | +69.2% | +4.2% | +65.0% | +62.9% |
| 1Y | +97.5% | +3.3% | +94.2% | +90.7% |
| 3Y | +86.1% | +88.8% | -2.7% | +29.6% |
| All | +49.2% | +86.2% | -37.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling